What you have to do is associate loud sounds with good things.
Example when you go to feed the dog make a lot of fuzz, bang that fed pan, etc....until he associates noise with you coming to feed him, and is so glad to hear that noise. Do the same thing when you throw a dummy for him to retrieve, do this all gradually, graduating to the sound of a 22 or a cap gun. Not all dogs are the same. Those with very good hearing are more sensitive to loud sounds. Learn to observe the reaction of you dog.
You can introduce the sight of a shotgun again WITHOUT the sound just to let him know it's part of your gear when you're having fun....but feeding time is when they are really attentive to you. There are good dog trainers out there, but sometimes you have to face the fact that some dogs are not really the hunters they are supposed to be....